+66.6%
LH vs UEC
+153.0%
-86.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.7% | -0.6% |
| 7D | -0.8% | +2.6% | -3.4% | -0.9% |
| 30D | +2.0% | +5.6% | -3.6% | +1.9% |
| 3M | +24.3% | -5.7% | +30.0% | +24.2% |
| 6M | +21.1% | -8.0% | +29.1% | +21.0% |
| YTD | +30.4% | +1.8% | +28.7% | +30.3% |
| 1Y | +18.4% | +0.6% | +17.8% | +18.2% |
| All | +66.6% | +153.0% | -86.4% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling